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WTCH.AS vs. WITS.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTCH.AS vs. WITS.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Technology UCITS ETF (WTCH.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WTCH.AS is traded in EUR, while WITS.AS is traded in USD. To make them comparable, the WITS.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with WTCH.AS having a 25.44% return and WITS.AS slightly lower at 25.11%.


WTCH.AS

1D
-1.95%
1M
14.84%
YTD
25.44%
6M
23.94%
1Y
48.66%
3Y*
29.25%
5Y*
22.49%
10Y*
23.98%

WITS.AS

1D
-1.66%
1M
15.19%
YTD
25.11%
6M
23.41%
1Y
45.46%
3Y*
28.16%
5Y*
21.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTCH.AS vs. WITS.AS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WTCH.AS
SPDR MSCI World Technology UCITS ETF
25.44%8.41%43.39%49.09%-27.66%40.88%31.79%10.80%
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
25.11%7.87%36.46%55.38%-29.14%39.85%32.58%11.53%

Correlation

The correlation between WTCH.AS and WITS.AS is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.95

The correlation between WTCH.AS and WITS.AS has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

WTCH.AS vs. WITS.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTCH.AS
WTCH.AS Risk / Return Rank: 6464
Overall Rank
WTCH.AS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTCH.AS Sortino Ratio Rank: 6868
Sortino Ratio Rank
WTCH.AS Omega Ratio Rank: 6565
Omega Ratio Rank
WTCH.AS Calmar Ratio Rank: 6363
Calmar Ratio Rank
WTCH.AS Martin Ratio Rank: 4949
Martin Ratio Rank

WITS.AS
WITS.AS Risk / Return Rank: 6666
Overall Rank
WITS.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WITS.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
WITS.AS Omega Ratio Rank: 6767
Omega Ratio Rank
WITS.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
WITS.AS Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTCH.AS vs. WITS.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF (WTCH.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


WTCH.ASWITS.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

3.06

2.95

+0.12

Martin ratioReturn relative to average drawdown

8.10

7.83

+0.27

WTCH.AS vs. WITS.AS - Sharpe Ratio Comparison

The current WTCH.AS Sharpe Ratio is 2.37, which is comparable to the WITS.AS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WTCH.AS and WITS.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTCH.ASWITS.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.21

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.91

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

1.00

+0.15

Drawdowns

WTCH.AS vs. WITS.AS - Drawdown Comparison

The maximum WTCH.AS drawdown since its inception was -31.28%, roughly equal to the maximum WITS.AS drawdown of -31.15%. Use the drawdown chart below to compare losses from any high point for WTCH.AS and WITS.AS.


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Drawdown Indicators


WTCH.ASWITS.ASDifference

Max Drawdown

Largest peak-to-trough decline

-31.28%

-31.15%

-0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-15.67%

-15.21%

-0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-30.06%

-28.65%

-1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-30.51%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-31.28%

Current Drawdown

Current decline from peak

-2.46%

-1.98%

-0.48%

Average Drawdown

Average peak-to-trough decline

-5.89%

-7.79%

+1.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.96%

5.76%

+0.20%

Volatility

WTCH.AS vs. WITS.AS - Volatility Comparison

SPDR MSCI World Technology UCITS ETF (WTCH.AS) and iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) have volatilities of 7.02% and 7.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTCH.ASWITS.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.10%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

15.44%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

20.25%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

23.32%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

24.25%

-2.86%

WTCH.AS vs. WITS.AS - Expense Ratio Comparison

WTCH.AS has a 0.30% expense ratio, which is higher than WITS.AS's 0.25% expense ratio.


Dividends

WTCH.AS vs. WITS.AS - Dividend Comparison

WTCH.AS has not paid dividends to shareholders, while WITS.AS's dividend yield for the trailing twelve months is around 0.25%.


PositionTTM2025202420232022202120202019
WITS.AS
iShares MSCI World Information Technology Sector ESG UCITS ETF
0.25%0.31%0.38%0.46%0.81%0.41%0.73%0.12%
WTCH.AS
SPDR MSCI World Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, WTCH.AS and WITS.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WITS.AS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WITS.AS is cheaper with a 0.25% expense ratio, compared with 0.30% for WTCH.AS.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WTCH.AS and 0.25% for WITS.AS.

Portfolio Optimizer

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